+251.2%
MNST vs TEVA
-22.9%
+274.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | -1.0% | +2.0% | -3.0% | -1.2% |
| 30D | -5.6% | +1.0% | -6.6% | -5.7% |
| 3M | -5.7% | +7.3% | -13.0% | -6.5% |
| 6M | +12.0% | +21.7% | -9.8% | +9.3% |
| YTD | +13.2% | +18.8% | -5.6% | +10.7% |
| 1Y | +36.1% | +86.5% | -50.4% | +26.4% |
| 3Y | +52.9% | +269.4% | -216.6% | +29.0% |
| 5Y | +81.0% | +303.6% | -222.6% | +47.7% |
| All | +251.2% | -22.9% | +274.1% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TEVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling